|Horizon||30 Days Login to change|
E I Market Sensitivity
E I Sturdza Technical Analysis
E I Projected Return Density Against MarketAssuming 30 trading days horizon, E I Sturdza Strgc Eurp Value EUR has beta of -0.025 . This indicates as returns on benchmark increase, returns on holding E I are expected to decrease at a much smaller rate. During bear market, however, E I Sturdza Strgc Eurp Value EUR is likely to outperform the market. Moreover, E I Sturdza Strgc Eurp Value EUR has an alpha of 0.1408 implying that it can potentially generate 0.1408% excess return over DOW after adjusting for the inherited market risk (beta).
E I Return VolatilityE I Sturdza Strgc Eurp Value EUR accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.